+4.7%
CNH vs FRSH
-72.0%
+76.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.9% | -0.6% | -4.9% |
| 7D | +8.8% | -10.1% | +18.9% | +10.3% |
| 30D | +24.7% | +2.2% | +22.5% | +23.9% |
| 3M | +27.3% | +28.6% | -1.2% | +22.3% |
| 6M | +23.2% | +40.2% | -17.1% | +15.7% |
| YTD | +48.9% | -1.2% | +50.2% | +47.2% |
| 1Y | +19.4% | -7.9% | +27.3% | +19.3% |
| 3Y | +7.8% | -44.7% | +52.5% | +13.8% |
| All | +4.7% | -72.0% | +76.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling